'Armadillo' is a templated C++ linear algebra library (by Conrad
Sanderson) that aims towards a good balance between speed and ease of use. Integer,
floating point and complex numbers are supported, as well as a subset of
trigonometric and statistics functions. Various matrix decompositions are
provided through optional integration with LAPACK and ATLAS libraries.
The 'RcppArmadillo' package includes the header files from the templated
'Armadillo' library. Thus users do not need to install 'Armadillo' itself in
order to use 'RcppArmadillo'. 'Armadillo' is licensed under the MPL 2.0, while
'RcppArmadillo' (the 'Rcpp' bindings/bridge to Armadillo) is licensed under the
GNU GPL version 2 or later, as is the rest of 'Rcpp'. Note that Armadillo
requires a fairly recent compiler; for the g++ family at least version 4.6.*
is required.